An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance
DOI10.1155/2019/1393946zbMATH Open1420.91149OpenAlexW2950243778WikidataQ127649186 ScholiaQ127649186MaRDI QIDQ2322262FDOQ2322262
Authors: Apollinaire Woundjiagué, Martin L. D. Mbele Bidima, Ronald Waweru Mwangi 
Publication date: 4 September 2019
Published in: Advances in Fuzzy Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2019/1393946
Recommendations
- Hybrid fuzzy least-squares regression analysis in claims reserving with geometric separation method
- Fuzzy linear regression application in estimating IBNR reserves
- Fuzzy regression towards a general insurance application
- Claim reserving with fuzzy regression and Taylor's geometric separation method
- On the estimation of reserves from loglinear models
Point estimation (62F10) Quadratic programming (90C20) Fuzziness, and linear inference and regression (62J86)
Cites Work
- The concept of a linguistic variable and its application to approximate reasoning. I
- The concept of a linguistic variable and its application to approximate reasoning. III
- Stochastic claims reserving methods in insurance
- Title not available (Why is that?)
- Fuzzy sets
- The concept of a linguistic variable and its application to approximate reasoning. II
- Title not available (Why is that?)
- The Mean Square Error of Prediction in the Chain Ladder Reserving Method (Mack and Murphy Revisited)
- Operations on fuzzy numbers
- Fuzzy mathematical programming. Methods and applications
- Fuzzy probability and statistics.
- Fuzzy regression using asymmetric fuzzy coefficients and fuzzified neural networks
- Claim reserving with fuzzy regression and Taylor's geometric separation method
- Title not available (Why is that?)
- Bootstrapping the separation method in claims reserving
- Linear stochastic reserving methods
Uses Software
This page was built for publication: An estimation of a hybrid log-Poisson regression using a quadratic optimization program for optimal loss reserving in insurance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2322262)
